Estimate for P t D for the stochastic Burgers equation
Résumé
We consider the Burgers equation on H = L 2 (0, 1) perturbed by white noise and the corresponding transition semigroup P t.$ We prove a new formula for P t Dϕ (where ϕ : H → R is bounded and Borel) which depends on ϕ but not on its derivative. Then we deduce some consequences for the invariant measure ν of P t as its Fomin differentiability and an integration by parts formula which generalises the classical one for gaussian measures.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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